This review presents recent advancements in Monte Carlo-based techniques for studying quantum magnets with long-range interactions, focusing on two methods: perturbative continuous unitary transformations (pCUT) combined with Monte Carlo integration and stochastic series expansion (SSE) quantum Monte Carlo. These techniques enable the investigation of quantum phase transitions (QPTs) in systems with long-range interactions, particularly in one- and two-dimensional models involving Ising, XY, and Heisenberg interactions on various lattices. The review discusses the critical exponents and quantum critical properties of these systems, emphasizing the role of long-range interactions in quantum phase transitions above the upper critical dimension. It also covers finite-size scaling techniques to extract critical properties from numerical simulations. The review highlights the importance of Monte Carlo methods in understanding the behavior of quantum systems with long-range interactions, including the treatment of dangerous irrelevant variables (DIVs) and the application of scaling relations. The study demonstrates how these techniques provide insights into the quantum critical behavior of long-range interacting systems, bridging the gap between theoretical concepts and experimental observations in quantum optics and condensed matter physics.This review presents recent advancements in Monte Carlo-based techniques for studying quantum magnets with long-range interactions, focusing on two methods: perturbative continuous unitary transformations (pCUT) combined with Monte Carlo integration and stochastic series expansion (SSE) quantum Monte Carlo. These techniques enable the investigation of quantum phase transitions (QPTs) in systems with long-range interactions, particularly in one- and two-dimensional models involving Ising, XY, and Heisenberg interactions on various lattices. The review discusses the critical exponents and quantum critical properties of these systems, emphasizing the role of long-range interactions in quantum phase transitions above the upper critical dimension. It also covers finite-size scaling techniques to extract critical properties from numerical simulations. The review highlights the importance of Monte Carlo methods in understanding the behavior of quantum systems with long-range interactions, including the treatment of dangerous irrelevant variables (DIVs) and the application of scaling relations. The study demonstrates how these techniques provide insights into the quantum critical behavior of long-range interacting systems, bridging the gap between theoretical concepts and experimental observations in quantum optics and condensed matter physics.